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Johansen, Søren, 1939-

Likelihood-based inference in cointegrated vector autoregressive models / Søren Johansen. - Oxford ; New York : Oxford University Press, 1995. - x, 267 p. : ill. ; 25 cm. - Advanced texts in econometrics .

Includes index.

Bibliography: p. [255]-260.

ISBN: 0198774508 (pbk) : £17.99 0198774494 (cased)

LCCN: 96136373

Subjects--Topical Terms:
Econometric models.
Autoregression (Statistics)

Subjects--Index Terms: Econometrics

LC Class. No.: HB141 / .J64 1995

Dewey Class. No.: 519.54 / JOL

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